+26.7%
STM vs ALHC
-61.4%
+88.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | +12.0% | +0.3% | +11.7% | +12.0% |
| 30D | -0.4% | -10.6% | +10.2% | +0.4% |
| 3M | -13.2% | -45.3% | +32.1% | -9.9% |
| 6M | -26.1% | -59.7% | +33.6% | -22.1% |
| YTD | +81.2% | -62.7% | +143.9% | +91.0% |
| 1Y | +98.3% | -56.1% | +154.4% | +106.1% |
| 3Y | +16.7% | +21.3% | -4.5% | +4.8% |
| 5Y | -4.8% | -66.0% | +61.1% | -9.7% |
| All | +26.7% | -61.4% | +88.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling